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OUTPUT FLUCTUATIONS IN THE G-7: AN UNOBSERVED COMPONENTS APPROACH
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OUTPUT FLUCTUATIONS IN THE G-7: AN UNOBSERVED COMPONENTS APPROACH (2011)OUTPUT FLUCTUATIONS IN THE G-7: AN UNOBSE…Understanding Changes in International Business Cycle Dynamics (2005)Understanding Changes in Inte…International Business Cycles: World, Region, and Country-Specific Factors (2003)International Business Cycles…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)Has the U.S. Economy Become M…Channels of Interstate Risk Sharing: United States 1963-1990 (1996)Channels of Interstate Risk S…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…International Real Business Cycles (1992)International Real Business C…Dynamic Forces in Capitalist Development: A Long-run Comparative View. (1992)Dynamic Forces in Capitalist …Variable Trends in Economic Time Series (1988)Variable Trends in Economic T…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS (2016)TESTING STATIONARITY WITH UNO…Measuring business cycles with structural breaks and outliers: Applications to international data (2015)Measuring business cycles wit…HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES? (2014)HOW WELL DOES “CORE” INFLATIO…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Forecasting Output and Inflation: The Role of Asset Prices (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)A Contribution to the Theory of Economic Growth (1956)Understanding business cycles (1977)Agency Costs, Net Worth, And Business Fluctuations (1988)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Band Pass Filter (1999)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)New Indexes of Coincident and Leading Economic Indicators (1989)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Trying to Explain Home Bias in Equities and Consumption (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Evolving Post-World War II U.S. Inflation Dynamics (2001)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)
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References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1992International Real Business Cycles1,842 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1996Channels of Interstate Risk Sharing: United States 1963-1990797 cited
  • 2005Understanding Changes in International Business Cycle Dynamics685 cited

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  • 1988Variable Trends in Economic Time Series673 cited
  • 1992Dynamic Forces in Capitalist Development: A Long-run Comparative View.631 cited
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    • 2015Measuring business cycles with structural breaks and outliers: Applications to international data27 cited
    • 2014HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES?13 cited
    • 2016TESTING STATIONARITY WITH UNOBSERVED-COMPONENTS MODELS12 cited